Customizing IRFs

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Customizing IRFs

Postby jens81 » Tue Feb 02, 2010 4:50 pm

Hi,
how can i get away from standard IRFs?
Is there a way to specify the initial shock that is then analyzed ?

Kind regards.
jens81
 
Posts: 4
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Re: Customizing IRFs

Postby SébastienVillemot » Thu Feb 04, 2010 11:52 am

Hi,

You disable standard IRFs by specifying option "irf=0" to stoch_simul.

For non-standard IRFs, you need to write your own code in that case. Look at matlab/irf.m to get some insights.

Best
Sébastien Villemot
Economist at OFCE – Sciences Po
SébastienVillemot
 
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